It's been a while, but I recall Intel documenting that a jump was required almost immediately after setting PE. Probably because documenting "you must soon jump" was easy. Vs. handling the complexities of decoded-real/executed-PE - and documenting how that worked - would have been a giant PITA.
The two-instruction grace period was to let you load a couple segment or descriptor table registers or something, which were kinda needed for the jump. And that triple fault - if you failed to jump in time - sounds right in line with Intel's "when in doubt, fault or halt" philosophy for the 286.